+533.3%
FAST vs EME
+905.2%
-371.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +4.2% | +8.4% | -4.2% | +1.7% |
| 30D | +6.7% | -11.5% | +18.2% | +10.0% |
| 3M | +8.0% | -20.6% | +28.7% | +14.6% |
| 6M | +27.4% | -28.5% | +55.9% | +38.1% |
| YTD | +40.5% | +8.0% | +32.5% | +32.3% |
| 1Y | +38.4% | +6.8% | +31.6% | +30.7% |
| 3Y | +98.7% | +213.9% | -115.2% | +16.5% |
| 5Y | +106.7% | +414.8% | -308.1% | -3.0% |
| All | +533.3% | +905.2% | -371.8% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling